It can definitely be done with a bit of VBA. Unfortunately I am too busy at the moment to write it for you but this is what you need to do:

You will need to keep the last checked time in a cell somewhere.

In the Worksheet_Change event for Sheet1, put some code that does the following:

Test the cell reference that has changed. If it is not the cell receiving the realtime prices, exit.

Now check the current time with the last checked time. If we have gone over the half hour point, copy the current high low values to the previous values. Then set the current values to the current price.

If we have not gone over the half hour, check if the current price is higher than the current high - if it is, replace the current high with the current price. Do similar test for the low.

Finally, set the last checked time to now.

I appreciate this may be of no use to you if you do not know VBA, but at least you have the design done, which is a step in the right direction!